Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50 (Q2871286): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q1623594 |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Eike Christian Brechmann / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1524/strm.2013.2002 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W58872498 / rank | |||
Normal rank | |||
Latest revision as of 14:28, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50 |
scientific article |
Statements
Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50 (English)
0 references
22 January 2014
0 references
vines
0 references
factor model
0 references
value-at-risk
0 references
portfolio management
0 references
